Pages that link to "Item:Q2581775"

The following pages link to A Lévy process-based framework for the fair valuation of participating life insurance contracts (Q2581775):

Displaying 36 items.

• On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
• Modeling high-frequency financial data by pure jump processes (Q447825) (← links)
• Best estimate calculations of savings contracts by closed formulas: application to the ORSA (Q487620) (← links)
• Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
• Risk comparison of different bonus distribution approaches in participating life insurance (Q634012) (← links)
• On the regulator-insurer interaction in a structural model (Q732093) (← links)
• Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
• The IASB insurance project for life insurance contracts: Impact on reserving methods and solvency requirements (Q860507) (← links)
• The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees (Q882468) (← links)
• Fair valuation of insurance contracts under Lévy process specifications (Q939383) (← links)
• A general asset-liability management model for the efficient simulation of portfolios of life insurance policies (Q998287) (← links)
• Analytical valuation of catastrophe equity options with negative exponential jumps (Q1003818) (← links)
• Valuation and hedging of participating life-insurance policies under management discretion (Q1003820) (← links)
• Knightian uncertainty and insurance regulation decision (Q1022427) (← links)
• The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk (Q1627633) (← links)
• Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079) (← links)
• Valuation of equity-indexed annuities under correlated jump-diffusion processes (Q2029647) (← links)
• Valuation of guaranteed unitized participating life insurance under MEGB2 distribution (Q2296606) (← links)
• The impact of longevity and investment risk on a portfolio of life insurance liabilities (Q2323648) (← links)
• Testing for pure-jump processes for high-frequency data (Q2343966) (← links)
• Cliquet option pricing in a jump-diffusion Lévy model (Q2414852) (← links)
• Activity signature functions for high-frequency data analysis (Q2630154) (← links)
• Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
• On the estimation of regime-switching Lévy models (Q2691688) (← links)
• Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
• Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework (Q3088970) (← links)
• Pricing and capital requirements for with profit contracts: modelling considerations (Q3650962) (← links)
• The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours (Q4576977) (← links)
• Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
• ON SURRENDER AND DEFAULT RISKS (Q4906517) (← links)
• Optimal Portfolio Choice in Retirement With Participating Life Annuities (Q4987099) (← links)
• Variable annuities in a Lévy-based hybrid model with surrender risk (Q4991063) (← links)
• Development and Pricing of a New Participating Contract (Q5018744) (← links)
• Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios (Q5228140) (← links)
• Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty (Q5379141) (← links)
• Hybrid Lévy Models: Design and Computational Aspects (Q5742508) (← links)